+195.5%
IWD vs XPO
+1,517.7%
-1,322.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -1.8% | -10.4% | +8.6% | +0.4% |
| 3M | +8.0% | -15.7% | +23.7% | +11.6% |
| 6M | +17.0% | -6.3% | +23.3% | +17.7% |
| YTD | +21.3% | +34.2% | -12.9% | +12.4% |
| 1Y | +27.9% | +39.9% | -12.0% | +16.8% |
| 3Y | +70.1% | +155.2% | -85.2% | +29.9% |
| 5Y | +74.2% | +264.7% | -190.5% | +16.6% |
| All | +195.5% | +1,517.7% | -1,322.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling